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S&P 500 Forward PE Valuations vs Future Returns | Volatility in Stock & Option Markets

By Derek Moore

Show Summary:

Derek Moore and Jay Pestrichelli return this week to discuss what current forward PE rations and whether that informs future market returns. Reasons PE ratios may go up or down including earnings increasing or markets going lower. Have there been a jump in forward earnings expectations? Then they check in on the high yield spread against treasuries and relationship to the VIX Index. Later they discuss the moving average of the unemployment rate and whether that is leading or lagging as an indicator. Finally, before some recommendations, Jay and Derek take a win vs. the Fed when looking at the supply chain pressure index vs. the CPI. 

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 Topics Include:

  • What is the Forward PE Ratio definition?
  • What is the current forward pe on the S&P 500 Index?
  • Is the forward pe ratio high in relation to the 25-year average?
  • How markets falling or earnings rising can lower the forward PE ratio
  • What is the high yield spread against treasuries?
  • High Yield spread vs the VIX Index
  • Global Supply Chain Pressure Index vs Consumer Price Index
  • How inflation was a supply side issue
  • Moving average of the unemployment rate as a leading indicator of recession?
  • Do higher ranges of market intraday highs and lows mean anything?
  • Next year’s earnings estimates
  • 2024 and 2025 S&P 500 earnings estimates

Mentioned in this Episode:

Liz Young’s article showing current forward PE ratios and subsequent 10-year market annualized returns 

US Debt Down Grade Effects | Interest Rates Effect on Option Prices | US Treasury Yield Curve Dis-inverting? | US Debt Massive Expansion 

Cheapest (SPX) PUT Protection You've Ever Seen? | S&P 500 Index Rebalancing | Bank of Japan Hawkishness 

Jay Pestrichelli’s book Buy and Hedge 

Derek’s new book on public speaking Effortless Public Speaking 

Derek Moore’s book Broken Pie Chart 

Contact Derek derek.moore@zegafinancial.com